I have heard of them being dodgy, but only once or twice.
Worst case, put the old filter on and take it to DxxX and tell them it's leaking. If they give you any crap then invite them outside to watch you change it for the new one and see the leak. That should convince them. Although to be fair they've always returned anything I bought from them (for a number of reasons) with no hassle.
Might also be an idea to get one from David next week, swap it for that and take the other back and get a refund. I'd speak to them on the phone though before you go stomping in armed with a second hand filter.
Not sure what else to suggest. Summat's wrong somewhere.